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Published in: BIT Numerical Mathematics 3/2019

06-04-2019

Structured generalized eigenvalue condition numbers for parameterized quasiseparable matrices

Authors: Huai-An Diao, Qing-Le Meng

Published in: BIT Numerical Mathematics | Issue 3/2019

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Abstract

In this paper, when A and B are {1;1}-quasiseparable matrices, we consider the structured generalized relative eigenvalue condition numbers of the pair \((A, \, B)\) with respect to relative perturbations of the parameters defining A and B in the quasiseparable and the Givens-vector representations of these matrices. A general expression is derived for the condition number of the generalized eigenvalue problems of the pair \((A,\, B)\), where A and B are any differentiable function of a vector of parameters with respect to perturbations of such parameters. Moreover, the explicit expressions of the corresponding structured condition numbers with respect to the quasiseparable and Givens-vector representation via tangents for \(\{1; 1\}\)-quasiseparable matrices are derived. Our proposed condition numbers can be computed efficiently by utilizing the recursive structure of quasiseparable matrices. We investigate relationships between various condition numbers of structured generalized eigenvalue problem when A and B are {1;1}-quasiseparable matrices. Numerical results show that there are situations in which the unstructured condition number can be much larger than the structured ones.

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Metadata
Title
Structured generalized eigenvalue condition numbers for parameterized quasiseparable matrices
Authors
Huai-An Diao
Qing-Le Meng
Publication date
06-04-2019
Publisher
Springer Netherlands
Published in
BIT Numerical Mathematics / Issue 3/2019
Print ISSN: 0006-3835
Electronic ISSN: 1572-9125
DOI
https://doi.org/10.1007/s10543-019-00748-5

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